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• money.rave
• backend-common
• 0.0.2
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• ProfitRate.kt

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money.rave.common.backend.expression.position.ProfitRate.kt Maven / Gradle / Ivy

package money.rave.common.backend.expression

import money.rave.common.backend.expression.EvaluationContext
import money.rave.common.backend.expression.Expression
import money.rave.common.backend.scaledBigDecimal
import java.math.BigDecimal

class ProfitRate(
    private val price: Expression,
    private val defaultCandleIndex: Int = 0,
) : Position() {

    override fun evaluate(context: EvaluationContext, candleIndex: Int): BigDecimal {
        val openPositionOrder = context.openPositionOrder ?: return BigDecimal.ZERO
        val value = openPositionOrder.executedQuoteAssetVolume ?: return BigDecimal.ZERO
        val newValue = openPositionOrder.executedBaseAssetVolume?.multiply(price.evaluate(context, defaultCandleIndex + candleIndex)) ?: return BigDecimal.ZERO
        return (newValue / value).scaledBigDecimal()
    }
}